+2,943.1%
FN vs SPXU
-100.0%
+3,043.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +11.3% |
| 7D | 0.0% | +7.6% | -7.6% | +4.4% |
| 30D | -34.3% | +17.5% | -51.8% | -28.0% |
| 3M | -39.9% | +14.7% | -54.5% | -34.4% |
| 6M | -51.8% | -0.1% | -51.8% | -49.3% |
| YTD | -28.1% | -19.8% | -8.3% | -29.2% |
| 1Y | -29.1% | -23.7% | -5.3% | -30.6% |
| 3Y | +102.4% | -79.5% | +181.9% | +38.5% |
| 5Y | +171.7% | -81.9% | +253.5% | +112.9% |
| 10Y | +773.5% | -99.5% | +873.0% | +135.7% |
| All | +2,943.1% | -100.0% | +3,043.1% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling